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ExploRing persistence in financial time series
Lee, David, (2000)
GMM with weak identification
Stock, James H., (2000)
A reality check for data snooping
White, Halbert, (2000)
A bias-reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K., (2000)
A bias reduced log-periodogram regression estimator for the long-memory parameter
Andrews, Donald W. K., (2003)